+7.2%
DIS vs SWKS
+15.3%
-8.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | +5.2% | -6.2% | +11.4% | +5.3% |
| 30D | +11.5% | -1.5% | +12.9% | +11.4% |
| 3M | +11.5% | +23.0% | -11.4% | +10.4% |
| 6M | +8.9% | +27.6% | -18.7% | +6.8% |
| YTD | +3.4% | +32.3% | -28.9% | -1.4% |
| 1Y | +7.2% | +20.1% | -12.9% | +4.6% |
| All | +7.2% | +15.3% | -8.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling